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Multivariate Quantile Impulse Response Functions.

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Bibliographic Details
Title: Multivariate Quantile Impulse Response Functions.
Authors: Montes‐Rojas, Gabriel1 (AUTHOR) gabriel.montes@fce.uba.ar
Source: Journal of Time Series Analysis. Sep2019, Vol. 40 Issue 5, p739-752. 14p.
Database: Academic Search Ultimate
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Description
ISSN:01439782
DOI:10.1111/jtsa.12452